+36.9%
CMS vs BB
+132.4%
-95.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.4% | -6.5% | -2.1% |
| 7D | -1.3% | +3.8% | -5.1% | -1.3% |
| 30D | +6.3% | -0.3% | +6.7% | +6.3% |
| 3M | -2.1% | -0.5% | -1.6% | -2.1% |
| 6M | -5.1% | +45.9% | -51.0% | -6.0% |
| YTD | +1.3% | +130.6% | -129.4% | -0.8% |
| 1Y | -1.4% | +89.2% | -90.6% | -3.0% |
| 3Y | +36.9% | +137.5% | -100.6% | +31.7% |
| All | +36.9% | +132.4% | -95.5% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling